scientific article; zbMATH DE number 6408795

zbMath1326.60115MaRDI QIDQ5176512

Michael B. Gordy

Publication date: 26 February 2015

Full work available at URL: https://projecteuclid.org/euclid.jap/1421763319

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stationary distributionsBell polynomialmultivariate gamma distributionmoment generating functionsdiscrete sample pathKibble-Moran distributionKrishnamoorthy-Parthasarathy distributionmultivariate noncentral chi-squared distributionsquare-root diffusion process

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Diffusion processes (60J60) Sample path properties (60G17)

Cites Work

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• On some multivariate gamma distributions connected with spanning trees
• Two singular diffusion problems
• A Theory of the Term Structure of Interest Rates
• Matrix Analysis
• Financial Modelling with Jump Processes
• Limit Properties of Noncentral Multivariate Rayleigh and Chi-Square Distributions
• A Multivariate Gamma-Type Distribution

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